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Centrus Energy Corp. LEU

ENERGY · URANIUM
i

Market dataready · fetched 2026-10-16T00:14:56.713Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

PriceAlpaca · sip · 2026-10-15T23:43:03.186918776Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T00:14:55.744575+00:00

Research2026-08-31 · 44 entries · 35 trades · 0 option records · 6747 price bars

Share price$126.67
1D+9.6%
AH$112$116$120$124$1285:30 AM6:30 AM9:00 AM1:00 PM2:00 PMLEU
Sold putSold callAH

Centrus Energy Corp. options

Live interpolated LEU call and put midpoint premiums by absolute delta.Centrus Energy Corp.$1.88$12.74$23.60$34.46$45.32$85.39$110.88$136.37$161.87$187.3620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive LEU spot · $126.67LEU PRICE$3.06$4.05$5.11$6.49$7.84$9.16$10.94$12.60$14.42$16.49$18.61$21.77$24.45$4.01$5.29$6.75$8.39$10.11$12.08$14.49$17.48$18.69$23.99$28.20$34.50$42.19
PutsExpensive1.08×
CallsExpensive1.20×
SkewBearish+0.94 pp
Implied moveBearish±$25.43
TiltBearish18.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ160.3676.7%29.0%106.2479.6%19.3%
25Δ154.0276.6%24.8%111.0178.2%16.5%
30Δ148.0175.3%20.9%115.2577.8%14.3%
35Δ144.2178.7%19.0%119.2477.6%12.5%
40Δ139.7079.2%16.5%123.1376.8%10.8%
45Δ135.1578.0%13.9%127.0176.5%9.3%
50Δ131.2179.8%12.2%131.0377.4%8.0%
55Δ127.1779.4%10.3%135.3479.6%7.0%
60Δ123.1478.8%8.6%138.4473.9%5.5%
65Δ119.1978.8%7.1%144.6580.1%4.7%
70Δ115.2677.8%5.7%150.0580.9%3.8%
75Δ110.7580.0%4.6%157.3784.0%3.0%
80Δ106.5978.0%3.4%166.1086.8%2.2%

20Δ

Calls
Pseudo strike
160.36
IV
76.7%
B/E move
29.0%
Puts
Pseudo strike
106.24
IV
79.6%
B/E move
19.3%

25Δ

Calls
Pseudo strike
154.02
IV
76.6%
B/E move
24.8%
Puts
Pseudo strike
111.01
IV
78.2%
B/E move
16.5%

30Δ

Calls
Pseudo strike
148.01
IV
75.3%
B/E move
20.9%
Puts
Pseudo strike
115.25
IV
77.8%
B/E move
14.3%

35Δ

Calls
Pseudo strike
144.21
IV
78.7%
B/E move
19.0%
Puts
Pseudo strike
119.24
IV
77.6%
B/E move
12.5%

40Δ

Calls
Pseudo strike
139.70
IV
79.2%
B/E move
16.5%
Puts
Pseudo strike
123.13
IV
76.8%
B/E move
10.8%

45Δ

Calls
Pseudo strike
135.15
IV
78.0%
B/E move
13.9%
Puts
Pseudo strike
127.01
IV
76.5%
B/E move
9.3%

50Δ

Calls
Pseudo strike
131.21
IV
79.8%
B/E move
12.2%
Puts
Pseudo strike
131.03
IV
77.4%
B/E move
8.0%

55Δ

Calls
Pseudo strike
127.17
IV
79.4%
B/E move
10.3%
Puts
Pseudo strike
135.34
IV
79.6%
B/E move
7.0%

60Δ

Calls
Pseudo strike
123.14
IV
78.8%
B/E move
8.6%
Puts
Pseudo strike
138.44
IV
73.9%
B/E move
5.5%

65Δ

Calls
Pseudo strike
119.19
IV
78.8%
B/E move
7.1%
Puts
Pseudo strike
144.65
IV
80.1%
B/E move
4.7%

70Δ

Calls
Pseudo strike
115.26
IV
77.8%
B/E move
5.7%
Puts
Pseudo strike
150.05
IV
80.9%
B/E move
3.8%

75Δ

Calls
Pseudo strike
110.75
IV
80.0%
B/E move
4.6%
Puts
Pseudo strike
157.37
IV
84.0%
B/E move
3.0%

80Δ

Calls
Pseudo strike
106.59
IV
78.0%
B/E move
3.4%
Puts
Pseudo strike
166.10
IV
86.8%
B/E move
2.2%

Company coverage

Moat

Wide

Centrus is the only U.S. company licensed by the NRC to produce HALEU (High-Assay, Low-Enriched Uranium) — essential for advanced nuclear reactors. This regulatory protection represents a decades-long competitive advantage. The $3.8 billion backlog…

Physical assets

Strong

The American Centrifuge Plant in Piketon, Ohio — the first U.S.-owned, U.S.-technology enrichment facility to begin production since 1954. Contains specialized centrifuges with a 16-centrifuge cascade currently operational and plans for a 120-centri…

Software / hardware

Software3%
Hardware97%

Growth. Only U.S. HALEU producer scales enrichment as advanced reactors (X-energy, Kairos, TerraPower) enter fuel procurement phase, with $3.8B backlog extending to 2040. Primary assets. American Centrifuge Plant Piketon OH (only U.S. HALEU facility…

Latest entries
  1. manual · sw-hw

    Growth. Only U.S. HALEU producer scales enrichment as advanced reactors (X-energy, Kairos, TerraPower) enter fuel procurement phase, with $3.8B backlog extending to 2040. Primary assets. American Centrifuge Plant Piketon OH (only…

  2. manual · physical-assets

    The American Centrifuge Plant in Piketon, Ohio — the first U.S.-owned, U.S.-technology enrichment facility to begin production since 1954. Contains specialized centrifuges with a 16-centrifuge cascade currently operational and pl…

  3. manual · moat

    Centrus is the only U.S. company licensed by the NRC to produce HALEU (High-Assay, Low-Enriched Uranium) — essential for advanced nuclear reactors. This regulatory protection represents a decades-long competitive advantage. The $…

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Notes

Full portfolio moat / asset analysis

Centrus is the only U.S. company licensed by the NRC to produce HALEU (High-Assay, Low-Enriched Uranium) — essential for advanced nuclear reactors. This regulatory protection represents a decades-long competitive advantage. The $3.8 billion backlog extends to 2040. DOE contract awards of $900M (January 2026) and prior $2.7B demonstrate government commitment…

Full portfolio moat / asset analysis

The American Centrifuge Plant in Piketon, Ohio — the first U.S.-owned, U.S.-technology enrichment facility to begin production since 1954. Contains specialized centrifuges with a 16-centrifuge cascade currently operational and plans for a 120-centrifuge cascade. Also operates centrifuge manufacturing in Oak Ridge, Tennessee. Uranium enrichment facilities re…